Click Here to Download: https://ouo.io/Js0sIe Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges By: Wehn, Carsten; Hoppe, Christian; Gregoriou, Greg N. Publisher: Academic Press Print ISBN: 9780124158757, 0124158757 eText ISBN: 9780124158757, 9780124158887, 0124158889 Pages: 652 Format: PDF Available from $ 99.95 USD SKU 9780124158757 It is widely acknowledged that many financial modelling techniques failed during the financial crisis, and in our post-crisis environment many techniques are being reconsidered. This single volume provides a guide to lessons learned for practitioners and a reference for academics. Including reviews of traditional approaches, real examples, and case studies, contributors consider portfolio theory; methods for valuing equities and equity derivatives, interest rate derivatives, and hybrid products; and techniques for calculating risks and implementing investment strategies. Describing new approaches without losing sight of their classical antecedents, this collection of original articles presents a timely perspective on our post-crisis paradigm. Highlights pre-crisis best classical practices, identifies post-crisis key issues, and examines emerging approaches to solving those issues Singles out key factors one must consider when valuing or calculating risks in the post-crisis environment Presents material in a homogenous, practical, clear, and not overly technical manner
